Analysis run in : 2024-09-07 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -64,176 | 39,098 | -0.079726 | 0.082171 |
| 1 | equities | 1170E1 | VIX FUTURES | -25,889 | 4,583 | 1.314872 | 1.225357 |
| 2 | equities | 239742 | RUSSELL E-MINI | -1,413 | 15,526 | 1.564482 | 1.791619 |
| 3 | equities | 12460+ | DJIA Consolidated | 7,141 | 199 | 0.060427 | -0.566326 |
| 4 | equities | 209742 | NASDAQ MINI | 29,669 | 6,849 | 2.151768 | 2.852475 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -2,439 | -586 | 0.369033 | 0.180083 |
| 6 | rates | 043602 | UST 10Y NOTE | -980,090 | -133,509 | -1.750901 | -2.503554 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,713,678 | -61,416 | -1.283721 | -1.408352 |
| 8 | rates | 042601 | UST 2Y NOTE | -985,259 | 47,765 | 1.813517 | 0.673001 |
| 9 | rates | 020601 | UST BOND | -30,715 | -14,355 | -0.047353 | -0.215144 |
| 10 | rates | 045601 | FED FUNDS | -90,734 | 95,931 | 0.597192 | -0.135323 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 19,443 | 527 | 0.758113 | 1.276838 |
| 13 | currencies | 097741 | JAPANESE YEN | 38,766 | 12,352 | 1.427363 | 2.168910 |
| 14 | currencies | 099741 | EURO FX | 116,662 | 1,144 | 1.824285 | 2.258614 |
| 15 | currencies | 096742 | BRITISH POUND | 116,352 | 16,082 | 0.944068 | 1.353429 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -6,669 | 10,315 | 0.936160 | 1.344885 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -69,281 | 41,907 | 1.887165 | 0.682022 |
| 18 | currencies | 095741 | MEXICAN PESO | 32,536 | 63 | -1.121491 | -1.625955 |
| 19 | currencies | 112741 | NZ DOLLAR | -238 | 8,078 | -0.325537 | -0.020360 |
| 20 | currencies | 092741 | SWISS FRANC | -22,975 | 3,119 | 1.311339 | 1.149199 |
| 21 | commodities | 133741 | BITCOIN | -62 | 292 | 1.022284 | 1.094383 |
| 22 | commodities | 06765T | BRENT LAST DAY | -19,406 | 4,640 | -0.199172 | 0.346182 |
| 23 | commodities | 088691 | GOLD | 283,073 | -11,784 | 0.933813 | 1.490332 |
| 24 | commodities | 085692 | COPPER- #1 | 14,267 | -4,103 | -1.224060 | -1.157841 |
| 25 | commodities | 023651 | NAT GAS NYME | -100,723 | -7,903 | -0.734561 | 0.229281 |
| 26 | commodities | 111659 | GASOLINE RBOB | 19,778 | -2,680 | -0.922584 | -1.281165 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 9,427 | -2,223 | -1.086073 | -0.628128 |
| 28 | commodities | 084691 | SILVER | 40,863 | -8,086 | -1.138091 | -1.100229 |
| 29 | commodities | 076651 | PLATINUM | -579 | -16,020 | -2.212629 | -1.768655 |
| 30 | commodities | 002602 | CORN | -95,385 | 54,317 | 1.533885 | 1.095304 |
| 31 | commodities | 005602 | SOYBEANS | -148,868 | 24,534 | 0.007285 | -0.210965 |
| 32 | commodities | 001602 | WHEAT-SRW | -34,657 | 5,892 | 0.932375 | 0.562899 |
| 33 | commodities | 001612 | WHEAT-HRW | -18,861 | 4,329 | 0.764759 | 0.595485 |
| 34 | commodities | 057642 | LIVE CATTLE | 58,674 | -2,703 | -1.753604 | -1.634950 |
| 35 | commodities | 054642 | LEAN HOGS | 44,288 | 8,777 | 1.942430 | -0.130772 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 58,105 | 27,665 | 1.235131 | 0.768399 |
| 37 | commodities | 033661 | COTTON NO. 2 | -34,419 | -525 | -0.891780 | -0.943852 |
| 38 | commodities | 083731 | COFFEE C | 63,259 | -3,855 | -0.604772 | -0.170452 |
| 39 | commodities | 073732 | COCOA | 24,432 | 1,150 | 1.420990 | 0.450209 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,787 | -51 | 0.264078 | 0.626415 |
Plotting plotly¶
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